An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function

In this work we aim to solve a convex-concave saddle point problem, where the convex-concave coupling function is smooth in one variable and nonsmooth in the other and not assumed to be linear in either. The problem is augmented by a nonsmooth regulariser in the smooth component. We propose and inve...

Full description

Saved in:

Bibliographic Details
Published in:	Computational optimization and applications Vol. 86; no. 3; pp. 925 - 966
Main Authors:	Boţ, Radu Ioan, Csetnek, Ernö Robert, Sedlmayer, Michael
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.12.2023 Springer Nature B.V
Subjects:	Algorithms Convergence Convex and Discrete Geometry Coupling Investigations Management Science Mathematics Mathematics and Statistics Minimax technique Operations Research Operations Research/Decision Theory Optimization Saddle points Statistics Support vector machines Convergence rate Linear convergence Saddle point problem Minimax algorithm Convex-concave Acceleration
ISSN:	0926-6003, 1573-2894
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!